+102.5%
ED vs PENG
+597.2%
-494.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.4% | -14.8% | -2.3% |
| 7D | +1.6% | -19.4% | +21.1% | +1.5% |
| 30D | +13.3% | -42.4% | +55.7% | +13.1% |
| 3M | +9.7% | -25.6% | +35.4% | +9.6% |
| 6M | +12.8% | +7.3% | +5.5% | +12.4% |
| YTD | +22.3% | +113.9% | -91.5% | +21.6% |
| 1Y | +26.3% | +93.6% | -67.3% | +25.6% |
| 3Y | +45.0% | +170.2% | -125.2% | +42.3% |
| 5Y | +80.2% | +44.2% | +36.0% | +76.8% |
| All | +102.5% | +597.2% | -494.7% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling